Vol 7 No 2 (2012)
Articles

Fast Descent Methods for LPs With No Matrix Inversions

Katta G. Murty
Department of IOE, University of Michigan, Ann Arbor, MI 48109-2117, USA
Published December 12, 2012
How to Cite
Murty, K. G. (2012). Fast Descent Methods for LPs With No Matrix Inversions . Algorithmic Operations Research, 7(2). Retrieved from https://journals.lib.unb.ca/index.php/AOR/article/view/20394

Abstract

Existing software implementations for solving Linear Programming (LP) models are all based on full matrix inversion operations involving every constraint in the model in every step. This linear algebra component in these systems makes it difficult to solve dense models even with moderate size, and it is also the source of accumulating roundoff errors affecting the accuracy of the output. We present a new Sphere method, SM-6, for LP not using any pivot steps. The method is currently undergoing computational tests.